Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
22,592 documents
This stock-screening idea combines metaverse-sector membership, an arc-shaped price pattern, and daily MACD above zero. The document then expands the proposed conditions with Bollinger Band width below three and a 20-day volatility measure below ten. Its…
The document proposes screening Chinese A-share stocks for a daily high-low range greater than one percent of the prior close, positive large-order net volume, and ranking by the day’s auction turnover to select the top five. It frames these conditions as a…
The document describes a Chinese stock screen combining turnover between 3% and 12%, an appearance on the previous day's trading leaderboard, positive trailing price-to-earnings ratio, and a listing-age condition of more than one year. The stated intent is…
The document describes a Chinese equity screen requiring a relative strength index below 65, a daily gain above 1%, main-board listing, a robotics concept classification, and circulating market value below 10 billion yuan. It combines a momentum condition…
This post presents a simple Chinese equity screening rule based on daily price range and turnover, while excluding stocks from the STAR Market. The intended rationale is to find shares with both price movement and trading activity, potentially suitable for…
The study examines timing the basis between Chinese equity indices and their futures, motivated by persistent futures discounts and uncertainty for market-neutral funds. To reduce the influence of carry components such as rates, dividends, and time to…
The document describes a Chinese equity screen for Shenzhen Main Board stocks. It selects stocks with amplitude above 1, price-to-earnings ratios from 0 to 29.01, price-to-book ratios from 0 to 3.11, and 10-day returns above 0 but below 35. The author frames…
This stock-selection rule screens for turnover between 3% and 12%, a rising K value from the KDJ indicator, and a daily price change bounded around the previous close. The article describes these as technical and market-activity filters intended to identify…
This stock screen selects companies in the metaverse theme whose institutional-flow measure is above zero and whose 14-period RSI is below 65. The stated rationale combines exposure to a popular sector with a positive institutional signal and a momentum…
This research note studies whether stocks featured on China’s daily price-change leaderboards attract investor attention and how that attention relates to later returns. Using Sogou search index data as an attention proxy, it reports a U-shaped relationship…
This short-term stock screen targets A-share companies in the metaverse sector that appeared on the Dragon-Tiger trading list the previous day and had a volume ratio between 1.5 and 6. The document presents the conditions as a way to find stocks with…
The document answers a brief question about counting stocks within each industry group in a quantitative data expression. Its example groups records by the first-level Shenwan industry field and sums a conditional value: one for rows whose amount is…
The document describes an equity screen combining a 14-period RSI below 65, three consecutive down days, and the prior day’s actual turnover between 3% and 28%. It presents these filters as a way to find stocks after a short decline while retaining a minimum…
This Chinese A-share screening proposal looks for stocks with daily MACD above zero and weekly MACD above zero, then ranks eligible names by a market-attention measure. The selection is intended to run after the weekly close. Its accompanying example…
This proposed Chinese A-share screen selects companies in the metaverse industry with a circulating share count no greater than 5.5 billion and a positive institutional net-buy rate over the previous month. The article describes institutional buying as a…
This A-share stock screen combines a turnover band with two signals of institutional activity: appearance on the prior day’s top-ten trading list and reported institutional holdings or buying. The stated selection rule uses turnover from 3% to 12%, a…
This A-share screening idea combines price movement, a short-term reversal pattern, and institutional ownership. It describes filtering for an amplitude threshold above 1, a Morning Star-like signal, and evidence of institutional buying. The indicator…
This A-share stock screen combines daily turnover, a rising DEA signal, and circulating market capitalization. It seeks stocks with turnover between 3% and 12%, capitalization between 5 billion and 10 billion yuan, and an upward-moving DEA measure. The…
This post proposes a Chinese stock screen combining membership in the metaverse theme, an upward-moving 30-day moving average, and a rounded price pattern. It presents the pattern as a way to describe recent price structure and includes sample indicator…
This post describes a Chinese A-share stock screen using a turnover-rate range of 3% to 12%, excluding Beijing-listed shares, and requiring at least two limit-up days within the previous 500 trading days. It frames limit-up events as a possible signal of…
This Chinese-market stock screen combines price movement, company profitability, market capitalization, and opening-auction buying activity. It selects shares with amplitude above 1, market capitalization within the stated 10-billion limit, positive net…
This stock-selection rule combines three filters: amplitude above 1, a daily maximum decline between 4% and 5%, and a daily MACD value above zero. The stated rationale is to look for shares with notable price movement that have also retained a positive…
This Chinese stock-screening proposal combines a minimum daily amplitude, three consecutive limit-up closes on the previous day, and evidence of a limit-up within the prior 25 trading days. The refined criteria raise the amplitude threshold to 1.5% and…
This Chinese A-share screening idea combines membership in a metaverse-related category, a positive return, and a money-flow strength ranking. The article’s final version adds a positive market-capitalization condition. Its example formula compares a 21-day…